Log-loss SVM Classification for Imbalanced Data

  IJRES-book-cover  International Journal of Recent Engineering Science (IJRES)          
© 2017 by IJRES Journal
Volume-4 Issue-2
Year of Publication : 2017
Authors : Shuxia Lu, Mi Zhou
DOI : 10.14445/23497157/IJRES-V4I2P102

How to Cite?

Shuxia Lu, Mi Zhou, "Log-loss SVM Classification for Imbalanced Data," International Journal of Recent Engineering Science, vol. 4, no. 2, pp. 7-10, 2017. Crossref, https://doi.org/10.14445/23497157/IJRES-V4I2P102

SVM generally makes the separator incline to the minority class, and this leads to the problem that the minority class examples are more easily misclassified than the majority class examples for imbalanced classification problem. In order to deal with the large-scale imbalanced data classification problems, a method named stochastic gradient descent algorithm for SVM with log-loss function is proposed. To resist the separator incline, we define the weight according to the size of positive and negative dataset. Then, a weighted stochastic gradient descent algorithm is proposed to solve large-scale SVM classification. Experimental results on real datasets show that the proposed method is effective and can be used in many applications.

Stochastic gradient descent, Weight, Imbalanced data, Log-loss function, Support vector machines

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